+267.0%
DXCM vs SPY
+313.6%
-46.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | +6.3% | +0.1% | +6.3% | +6.3% |
| 3M | +21.1% | +2.0% | +19.1% | +18.3% |
| 6M | +20.6% | +13.0% | +7.6% | +5.9% |
| YTD | +32.4% | +13.5% | +18.9% | +15.8% |
| 1Y | +8.8% | +20.0% | -11.1% | -10.4% |
| 3Y | -13.7% | +77.2% | -90.9% | -53.5% |
| 5Y | -35.2% | +81.9% | -117.1% | -65.4% |
| All | +267.0% | +313.6% | -46.6% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling